I'm married to a Chinse guy fullricebowl (ahem, we're rare, but not that rare). I haven't changed my name legally since there's a hassle involved and we live in China there's no cultural expectation for me to change it. Usually I go by a hyphenated last name, but it isn't legal, it is just what I use in e-mails and such. It does confuse Chinese people sometimes, especially when I'm job hunting, because they see a "Wang" at the end of my name and assume I'm Chinese or Chinese-American.
As a Western woman you can pretty much do whatever you want with your own last name. Your boyfriend, if he becomes your husband someday, probably won't care one way or another if you keep your own last name or change it. When we go back to the States I will probably get my name legally changed because I want to have the same legal last name as my husband and especially my kids.